Motivated by the difficulty roboticists experience while tuning model predictive controllers (MPCs), we present an automated weight set tuning framework in this work. The enticing feature of the proposed methodology is the active exploration approach that adopts the exploration– exploitation concept at its core. Essentially, it extends the trial-and-error method by benefiting from the retrospective knowledge gained in previous trials, thereby resulting in a faster tuning procedure. Moreover, the tuning framework adopts a deep neural network (DNN)-based robot model to conduct the trials during the simulation tuning phase. Thanks to its high fidelity dynamics representation, a seamless sim-to-real transition is demonstrated. We compare the proposed approach with the customary manual tuning procedure through a user study wherein the users inadvertently apply various tuning methodologies based on their progressive experience with the robot. The results manifest that the proposed methodology provides a safe and time-saving framework over the manual tuning of MPC by resulting in flight-worthy weights in less than half the time. Moreover, this is the first work that presents a complete tuning framework extending from robot modeling to directly obtaining the flight-worthy weight sets to the best of the authors’ knowledge.